Max H. Farrell

Associate Professor of Economics
Mellichamp Chair of Mind and Machine Intelligence
University of California, Santa Barbara

Software

rdhte for R & Stata: Heterogeneous effects in regression discontinuity designs | Implements paper 14

binsreg for R, Stata, & Python: Binscatter regressions | Implements papers 11 & 13

lspartition for R: Partitioning-based least squares regression | Implements papers 2 & 8

nprobust for R & Stata: Kernel density and local polynomial regression | Implements papers 4 & 10

rdrobust for R, Stata, & Python: Inference in regression discontinuity designs | Implements papers 5 & 7

Working Papers

Publications

Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators, with Matias Cattaneo, Michael Jansson, and Ricardo Masini

Coverage Error Optimal Confidence Intervals for Local Polynomial Regression, with Sebastian Calonico and Matias Cattaneo

Deep Neural Networks for Estimation and Inference, with Tengyuan Liang and Sanjog Misra

Large Sample Properties of Partitioning-Based Series Estimators, with Matias Cattaneo and Yingjie Feng

Optimal Bandwidth Choice for Robust Bias Corrected Inference in Regression Discontinuity Designs, with Sebastian Calonico and Matias Cattaneo

Characteristic-Sorted Portfolios: Estimation and Inference, with Matias Cattaneo, Richard Crump, and Ernst Schaumburg

Regression Discontinuity Designs Using Covariates, with Sebastian Calonico, Matias Cattaneo, and Rocio Titiunik

On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference, with Sebastian Calonico and Matias Cattaneo

Robust Inference on Average Treatment Effects with Possibly More Covariates than Observations

Optimal Convergence Rates, Bahadur Representation, and Asymptotic Normality of Partitioning Estimators, with Matias Cattaneo

Efficient Estimation of the Dose Response Function under Ignorability using Subclassification on the Covariates, with Matias Cattaneo

Last updated April 2025